Improved algorithm for calculating Lyapunov exponent and distinguishing chaos from noise
XIE Zhong-yu1,2, WANG Ke-jun1, ZHANG Li2
1.College of Automation, Harbin Engineering University, Harbin 150001, China;2.Dept. of Electronic Engineering, Heilongjiang Institute of Technology, Harbin 150050, China
Abstract:
An improved algorithm for calculating the largest Lyapunov exponents (λ1) is presented based on Kantz algorithm. The presented algorithm can select a neighborhood in a certain extent according to the variety of the curves for calculating the largest Lyapunov exponent. And it can determine the linear zone based on the curves where branch is generated, thus, the largest Lyapunov exponent is obtained. The numerical experiments for the Hénon map prove that the proposed method is a direct method to identify whether a linear envelope to the curves exists in distinguishing chaos from noise, and it is superior to the Kantz algorithm.
Key words: chaos Lyapunov exponent noise
DOI：10.11916/j.issn.1005-9113.2010.01.019
Clc Number:N941.7
Fund:
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Improved algorithm for calculating Lyapunov exponent and distinguishing chaos from noise
本站小编 哈尔滨工业大学/2019-10-23
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